When integrating live action footage and cg, how to make proper shadows for actors?
The green screen does not remove the shadow as long as your threshold is low enough. Because it's a darker shade of green, the green will be removed, but the gray will stay.

If that method doesn't work, you can mask around the shadow and add it back in later with the compositor. 

You don't need to make a full scale model and match the lighting as that's more work than it's worth.